Will the PLS criterion for order estimation work with AML and a posteriori prediction error? (Q916627)
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scientific article; zbMATH DE number 4154351
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| English | Will the PLS criterion for order estimation work with AML and a posteriori prediction error? |
scientific article; zbMATH DE number 4154351 |
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Will the PLS criterion for order estimation work with AML and a posteriori prediction error? (English)
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1990
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ARMA models
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predictive least squares
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order estimation
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approximate maximum likelihood
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0.72218907
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0.70868754
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0.7018564
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0.69811743
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0.6980785
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